However, all is not perfect....
For example, I installed few application... and only half of them would allow me to install on the SD card (and they were typically small little utilities). The others came up with the following message "Can't install on removable media" (or some wording to that effect).
Yes, you can trick Windows into thinking that the SD card is not removable, by changing the way you "mount" the device. Instead of mounting it as a drive letter, instead you mount it onto an existing empty directory. You can find a few good articles if you google this topic